Pages that link to "Item:Q2347308"

The following pages link to Almost sure and moment stability properties of fractional order Black-Scholes model (Q2347308):

Displaying 17 items.

• Stability analysis of impulsive fractional-order systems by vector comparison principle (Q330993) (← links)
• Subtle noise structures as control signals in high-order biocognition (Q341978) (← links)
• Relaxation and diffusion models with non-singular kernels (Q1620335) (← links)
• Exponential stability of \(\theta\)-method for stochastic differential equations in the \(G\)-framework (Q1713167) (← links)
• Lyapunov techniques for stochastic differential equations driven by fractional Brownian motion (Q1723782) (← links)
• A universal difference method for time-space fractional Black-Scholes equation (Q1796725) (← links)
• Lyapunov stability analysis for nonlinear delay systems under random effects and stochastic perturbations with applications in finance and ecology (Q2166902) (← links)
• Global Mittag-Leffler stability and synchronization of impulsive fractional-order neural networks with time-varying delays (Q2353861) (← links)
• On the regional controllability of the sub-diffusion process with Caputo fractional derivative (Q2374140) (← links)
• Fractional noise destroys or induces a stochastic bifurcation (Q2787896) (← links)
• A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
• Stabilisation of hybrid stochastic systems with Lévy noise by discrete-time feedback control (Q5027408) (← links)
• The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise (Q5038449) (← links)
• Solution of time-space fractional Black-Scholes European option pricing problem through fractional reduced differential transform method (Q5078137) (← links)
• T-stability of the Euler method for impulsive stochastic differential equations driven by fractional Brownian motion (Q5086858) (← links)
• Extinction and strong persistence in the Beddington–DeAngelis predator–prey random model (Q6152742) (← links)
• A mutually exciting rough jump-diffusion for financial modelling (Q6495741) (← links)